+840.3%
XEL vs LVS
+67.7%
+772.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | -1.5% | -3.9% | +2.4% | -1.3% |
| 3M | -0.2% | -12.9% | +12.6% | +0.5% |
| 6M | -5.4% | -16.9% | +11.5% | -4.6% |
| YTD | +5.6% | -31.2% | +36.9% | +7.5% |
| 1Y | +10.5% | -16.4% | +26.9% | +11.1% |
| 3Y | +49.2% | -4.4% | +53.6% | +48.2% |
| 5Y | +30.1% | +6.7% | +23.4% | +26.8% |
| 10Y | +146.7% | +1.4% | +145.2% | +137.1% |
| All | +840.3% | +67.7% | +772.5% | +759.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling